-53.3%
PAYC vs VEU
+53.0%
-106.4%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +1.3% |
| 7D | -10.2% | -1.9% | -8.3% | -8.7% |
| 30D | +2.0% | -0.7% | +2.7% | +2.6% |
| 3M | +58.3% | +4.9% | +53.4% | +49.9% |
| 6M | +64.5% | +9.8% | +54.6% | +45.6% |
| YTD | +36.5% | +15.3% | +21.2% | +12.6% |
| 1Y | -1.3% | +23.0% | -24.3% | -24.9% |
| 3Y | -22.1% | +73.5% | -95.6% | -62.7% |
| 5Y | -53.3% | +54.5% | -107.8% | -73.7% |
| All | -53.3% | +53.0% | -106.4% | -73.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded VEU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling